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Roll report produced on 05/12/2025 22:37
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Status and time to roll in days
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status roll_expiry price_expiry carry_expiry contract_priced contract_fwd position_priced relative_volume_fwd contract_volume_fwd
SPI200 No_Open -18 12 40 20251200 20260300 0 0.000 1
FTSE100 No_Open -17 13 104 20251200 20260300 0 0.000 15
GAS-PEN No_Open -15 20 -12 20260100 20260200 0 0.255 29
VIX_mini No_Open -14 46 11 20260100 20260200 0 0.105 23
BONO No_Open -3 2 90 20251200 20260300 0 3.151 104
SGD No_Open -1 9 44 20251200 20260100 0 0.279 1
GICS No_Open -1 9 41 20251200 20260100 0 0.157 1
SGD_mini No_Open -1 9 44 20251200 20260100 0 0.317 4
PLN No_Open -1 9 100 20251200 20260300 0 0.000 0
IRS No_Open -1 9 100 20251200 20260300 0 NaN 0
NIKKEI400 No_Open 0 5 96 20251200 20260300 0 0.001 2
JP-REALESTATE No_Open 0 5 96 20251200 20260300 0 0.081 11
OMX No_Open 3 13 104 20251200 20260300 0 0.000 0
IBEX_mini No_Open 3 13 41 20251200 20260100 0 0.020 38
EU-INSURE No_Open 3 13 104 20251200 20260300 0 0.000 0
R1000 No_Open 3 13 104 20251200 20260300 0 0.000 0
EU-CONSTRUCTION No_Open 3 13 104 20251200 20260300 0 0.000 0
EU-BANKS No_Open 3 13 104 20251200 20260300 0 0.006 481
IBEX No_Open 3 13 41 20251200 20260100 0 0.001 3
DJSTX-SMALL No_Open 3 13 104 20251200 20260300 0 0.000 0
KOSPI_mini No_Open 4 5 33 20251200 20260100 0 0.019 1189
SEK No_Open 4 9 100 20251200 20260300 0 0.027 3
GBPEUR No_Open 4 9 100 20251200 20260300 0 0.069 54
NOK No_Open 4 9 100 20251200 20260300 0 0.007 1
CNH-onshore No_Open 4 9 44 20251200 20260100 0 NaN 0
EURCAD No_Open 4 9 100 20251200 20260300 0 0.456 11
YENEUR No_Open 4 9 100 20251200 20260300 1 0.041 9
CHFJPY No_Open 4 9 100 20251200 20260300 0 0.000 0
GBPJPY No_Open 4 9 100 20251200 20260300 0 0.000 0
ZAR No_Open 4 9 100 20251200 20260300 0 0.041 54
CZK No_Open 4 9 100 20251200 20260300 0 0.000 0
GBPCHF No_Open 4 9 100 20251200 20260300 0 0.000 0
EURCHF No_Open 4 9 100 20251200 20260300 0 0.059 10
AUDJPY No_Open 4 9 100 20251200 20260300 0 0.000 0
KOSDAQ Force 4 5 96 20251200 20260300 1 0.012 591
CADJPY No_Open 4 9 100 20251200 20260300 0 NaN 0
KOSPI No_Open 4 5 96 20251200 20260300 0 0.014 1243
CAD Force 5 10 101 20251200 20260300 -1 0.065 2489
SUGAR16 No_Open 5 65 2 20260300 20260500 0 NaN 0
BBCOMM No_Open 6 11 102 20251200 20260300 0 0.040 24
BOVESPA No_Open 6 11 74 20251200 20260200 0 0.000 0
RICE No_Open 7 97 39 20260300 20260500 0 0.044 6
OATIES No_Open 7 97 6 20260300 20260500 0 0.042 8
EU-DJ-UTIL No_Open 8 13 104 20251200 20260300 0 0.000 0
US-DISCRETE No_Open 8 13 104 20251200 20260300 0 NaN 0
SMI-MID No_Open 8 13 104 20251200 20260300 0 0.000 0
US-ENERGY No_Open 8 13 104 20251200 20260300 0 NaN 0
EU-TECH No_Open 8 13 104 20251200 20260300 0 0.000 0
AEX No_Open 8 13 41 20251200 20260100 0 0.001 4
EUROSTX-SMALL No_Open 8 13 104 20251200 20260300 0 0.000 0
EU-AUTO No_Open 8 13 104 20251200 20260300 0 0.000 0
SMI No_Open 8 13 104 20251200 20260300 0 0.001 12
MSCIEAFA No_Open 8 13 104 20251200 20260300 0 0.000 3
EU-HOUSE No_Open 8 13 104 20251200 20260300 0 0.000 0
EU-TRAVEL No_Open 8 13 104 20251200 20260300 0 NaN 0
EURO600 No_Open 8 13 104 20251200 20260300 0 0.002 93
EU-REALESTATE No_Open 8 13 104 20251200 20260300 0 0.000 0
EU-DIV30 No_Open 8 13 104 20251200 20260300 0 0.000 0
EU-BASIC No_Open 8 13 104 20251200 20260300 1 0.000 0
DAX No_Open 8 13 104 20251200 20260300 0 0.004 73
EU-RETAIL No_Open 8 13 104 20251200 20260300 0 0.000 0
MID-DAX No_Open 8 13 104 20251200 20260300 0 NaN 0
EU-MEDIA No_Open 8 13 104 20251200 20260300 0 0.000 0
EU-OIL No_Open 8 13 104 20251200 20260300 1 0.000 0
CAC No_Open 8 13 41 20251200 20260100 0 0.000 2
FTSE250 No_Open 8 13 104 20251200 20260300 0 0.000 0
SP500_micro No_Open 8 13 104 20251200 20260300 0 0.003 3050
MSCIASIA No_Open 8 13 104 20251200 20260300 0 0.003 1
SP400 No_Open 8 13 104 20251200 20260300 0 0.000 0
EUROSTX200-LARGE No_Open 8 13 104 20251200 20260300 0 0.000 0
OMX-SWE No_Open 8 13 41 20251200 20260100 0 0.000 22
US-UTILS No_Open 8 13 104 20251200 20260300 0 NaN 0
MIB No_Open 8 13 104 20251200 20260300 0 0.005 43
US-MATERIAL No_Open 8 13 104 20251200 20260300 0 0.000 0
US-STAPLES No_Open 8 13 104 20251200 20260300 0 NaN 0
EU-FOOD No_Open 8 13 104 20251200 20260300 0 0.000 0
DOW Force 8 13 104 20251200 20260300 0 0.025 1952
SWISSLEAD No_Open 8 13 104 20251200 20260300 0 NaN 0
EU-HEALTH No_Open 8 13 104 20251200 20260300 0 0.000 0
US-INDUSTRY No_Open 8 13 104 20251200 20260300 0 NaN 0
EUROSTX No_Open 8 13 104 20251200 20260300 1 0.003 1037
EU-DJ-TECH No_Open 8 13 104 20251200 20260300 0 0.000 0
US-HEALTH No_Open 8 13 104 20251200 20260300 0 NaN 0
US-PROPERTY No_Open 8 13 104 20251200 20260300 0 0.000 0
EU-UTILS No_Open 8 13 104 20251200 20260300 0 0.000 0
EU-DJ-TELECOM No_Open 8 13 104 20251200 20260300 0 0.000 0
NASDAQ_micro No_Open 8 13 104 20251200 20260300 0 0.005 5323
EUROSTX-LARGE No_Open 8 13 104 20251200 20260300 0 0.000 0
FANG No_Open 8 13 104 20251200 20260300 0 0.005 2
EU-DJ-OIL No_Open 8 13 104 20251200 20260300 0 0.000 0
CHINAA-CON No_Open 8 13 41 20251200 20260100 0 0.001 7
EU-MID No_Open 8 13 104 20251200 20260300 0 0.000 0
EPRA-EUROPE No_Open 8 13 104 20251200 20260300 0 0.000 0
KR10 No_Open 9 10 101 20251200 20260300 0 0.001 26
KR3 No_Open 9 10 101 20251200 20260300 0 0.000 9
COAL No_Roll 10 55 18 20260100 20260200 0 0.071 6
COAL-GEORDIE No_Roll 10 55 18 20260100 20260200 0 NaN 0
US-REALESTATE No_Roll 11 13 104 20251200 20260300 0 NaN 0
FTSEINDO No_Roll 13 23 54 20251200 20260100 0 0.000 0
V2X Passive 14 74 46 20260200 20260300 0 0.342 689
FTSEVIET Passive 14 24 54 20251200 20260100 0 0.099 123
HANGENT_mini No_Roll 14 24 54 20251200 20260100 0 0.018 106
FTSETAIWAN No_Roll 14 24 54 20251200 20260100 0 0.000 4
FTSECHINAA Passive 14 24 54 20251200 20260100 0 0.016 3540
VIX Passive 14 74 46 20260200 20260300 -1 0.460 2047
ETHEREUM Passive 15 20 55 20251200 20260100 0 0.078 514
BRENT-LAST No_Roll 15 55 24 20260300 20260400 0 0.007 17
BRENT_W Passive 15 55 24 20260300 20260400 0 0.329 16459
ETHER-micro Passive 15 20 55 20251200 20260100 0 0.066 5880
BITCOIN Passive 16 20 55 20251200 20260100 0 0.031 1617
GAS_US_mini No_Roll 17 52 20 20260200 20260300 1 0.345 66
GAS-LAST No_Roll 18 53 23 20260200 20260300 0 0.311 71
SOFR Passive 18 1018 927 20280600 20280900 0 1.022 21295
STEEL No_Roll 18 108 80 20260300 20260400 0 0.765 29
GILT Passive 18 23 111 20251200 20260300 0 178.389 214483
SONIA3 Passive 18 1018 927 20280600 20280900 0 0.932 7634
HANGTECH No_Roll 19 24 54 20251200 20260100 0 0.003 246
HANG_mini No_Roll 19 24 54 20251200 20260100 0 0.007 434
MSCISING No_Roll 19 24 54 20251200 20260100 0 0.000 1
WHEY No_Roll 19 59 24 20260100 20260200 0 0.866 9
HEATOIL-ICE No_Roll 19 24 54 20260100 20260200 0 1.078 641
HANG No_Roll 19 24 54 20251200 20260100 0 0.004 262
CHEESE No_Roll 19 59 24 20260100 20260200 0 0.704 121
GASOLINE_ICE No_Roll 19 24 54 20260100 20260200 0 1.482 1029
MSCITAIWAN No_Roll 19 24 54 20251200 20260100 0 0.000 0
BRE No_Roll 19 24 55 20260100 20260200 1 0.007 325
BUTTER No_Roll 19 59 24 20260100 20260200 0 1.361 37
CLP No_Roll 19 24 55 20260100 20260200 0 0.000 0
HANGENT No_Roll 19 24 54 20251200 20260100 0 0.002 93
FTSECHINAH No_Roll 19 24 54 20251200 20260100 0 NaN 0
FEEDCOW No_Roll 20 110 54 20260300 20260400 0 0.281 939
LIVECOW No_Roll 23 83 25 20260200 20260400 0 0.296 4944
HEATOIL No_Roll 23 83 55 20260300 20260400 0 0.400 1197
PLAT No_Roll 23 53 143 20260100 20260400 0 0.054 526
GASOLINE No_Roll 23 83 55 20260300 20260400 0 0.274 823
IRON No_Roll 23 83 55 20260200 20260300 1 0.554 9261
RUBBER No_Roll 25 55 83 20260200 20260300 -1 1.045 1416
MILKWET No_Roll 25 115 87 20260300 20260400 0 0.578 3
MILKDRY No_Roll 26 206 178 20260600 20260700 0 0.932 15
FED No_Roll 26 206 174 20260600 20260700 0 1.128 2898
MILK No_Roll 27 87 59 20260200 20260300 0 0.551 82
ALUMINIUM_LME No_Roll 29 74 102 20260200 20260300 0 1.490 102
COPPER_LME No_Roll 29 74 102 20260200 20260300 0 1.728 57
COTTON2 Passive 33 93 2 20260300 20260500 0 0.161 2269
MILLWHEAT Passive 34 94 4 20260300 20260500 -1 0.178 5831
CNH No_Roll 34 44 72 20260100 20260200 0 0.261 6847
KRWUSD_mini No_Roll 34 44 69 20260100 20260200 -1 0.000 2
CRUDE_W_micro No_Roll 35 75 41 20260300 20260400 -2 0.132 34
GASOIL No_Roll 36 96 68 20260300 20260400 0 0.481 3798
CRUDE_ICE No_Roll 36 41 75 20260200 20260300 0 0.283 341
ALUMINIUM No_Roll 36 81 111 20260200 20260300 0 0.092 10
EURIBOR-ICE No_Roll 37 737 646 20271200 20280300 0 0.522 21521
CANOLA No_Roll 37 97 39 20260300 20260500 0 0.408 6834
TWD No_Roll 39 44 68 20260100 20260200 0 0.000 0
GOLD_micro No_Roll 41 81 143 20260200 20260400 0 0.010 1522
LUMBER-new No_Roll 47 97 160 20260300 20260500 0 0.249 19
COCOA_LDN Passive 50 100 6 20260300 20260500 0 0.571 2913
COCOA Passive 50 100 9 20260300 20260500 0 0.292 2930
COPPER-micro No_Roll 51 81 111 20260300 20260500 0 0.031 120
SOYBEAN_mini No_Roll 52 97 159 20260300 20260500 2 0.472 100
COFFEE Passive 53 103 12 20260300 20260500 0 0.261 2028
OJ No_Roll 55 95 153 20260300 20260500 0 0.316 65
ROBUSTA No_Roll 59 109 51 20260300 20260500 0 0.258 1698
SILVER No_Roll 66 111 81 20260300 20260500 1 0.008 467
WHEAT_ICE No_Roll 67 167 107 20260500 20261100 0 0.574 71
SOYOIL No_Roll 69 159 97 20260500 20260700 0 0.643 2605
SOYMEAL No_Roll 69 159 97 20260500 20260700 0 0.457 2690
REDWHEAT No_Roll 69 159 97 20260500 20260700 0 0.440 899
DX No_Roll 70 100 191 20260300 20260600 0 0.003 3
LEANHOG No_Roll 70 130 69 20260400 20260600 0 0.547 1815
SUGAR_WHITE No_Roll 70 130 69 20260500 20260800 0 0.388 499
COTTON No_Roll 71 76 138 20260300 20260500 0 NaN 0
HOUSE-US No_Roll 74 79 167 20260200 20260500 0 0.000 0
JGB-SGX-mini No_Roll 76 96 188 20260300 20260600 0 0.000 0
JGB No_Roll 77 97 191 20260300 20260600 0 0.001 1
US10U No_Roll 79 104 194 20260300 20260600 0 0.000 1
US20 No_Roll 79 104 194 20260300 20260600 0 0.000 35
US30 No_Roll 79 104 194 20260300 20260600 0 0.000 0
US10 No_Roll 79 104 194 20260300 20260600 1 0.000 14
COPPER No_Roll 81 111 143 20260300 20260700 0 0.038 645
PALLAD No_Roll 81 111 202 20260300 20260600 0 0.016 30
CAD5 No_Roll 84 104 195 20260300 20260600 0 NaN 0
CAD10 No_Roll 84 104 195 20260300 20260600 0 0.000 0
CAD2 No_Roll 84 104 195 20260300 20260600 0 NaN 0
BTP No_Roll 85 90 184 20260300 20260600 0 0.000 0
SHATZ No_Roll 85 90 184 20260300 20260600 0 0.000 0
SUGAR11 No_Roll 85 145 83 20260500 20260700 -1 0.658 3926
CH10 No_Roll 85 90 184 20260300 20260600 0 0.000 0
BUND No_Roll 85 90 184 20260300 20260600 0 0.000 2
BTP3 No_Roll 85 90 184 20260300 20260600 0 0.000 0
BUXL No_Roll 85 90 184 20260300 20260600 0 0.000 0
RAPESEED No_Roll 85 145 55 20260500 20260800 0 0.096 391
BOBL No_Roll 85 90 184 20260300 20260600 0 0.000 0
OAT No_Roll 85 90 184 20260300 20260600 0 0.000 0
NZD No_Roll 90 100 191 20260300 20260600 0 NaN 0
US2 No_Roll 90 115 206 20260300 20260600 0 0.000 19
US3 No_Roll 90 115 206 20260300 20260600 0 0.000 0
US5 No_Roll 90 115 206 20260300 20260600 0 0.000 2
MUMMY No_Roll 91 96 187 20260300 20260600 0 0.021 4
NIKKEI No_Roll 91 96 124 20260300 20260600 1 0.036 546
TOPIX No_Roll 91 96 187 20260300 20260600 0 0.014 3
JPY_mini No_Roll 95 100 177 20260300 20260600 0 0.000 0
MXP No_Roll 95 100 191 20260300 20260600 0 0.000 0
AUD_micro No_Roll 95 100 177 20260300 20260600 0 0.000 0
GBP No_Roll 95 100 191 20260300 20260600 0 0.006 7
CHF No_Roll 95 100 191 20260300 20260600 0 0.003 1
EUR_micro No_Roll 95 100 177 20260300 20260600 0 0.000 0
JPY No_Roll 95 100 191 20260300 20260600 0 0.001 3
EURAUD No_Roll 95 100 191 20260300 20260600 0 NaN 0
CAD_micro No_Roll 96 101 177 20260300 20260600 0 0.000 0
RUSSELL No_Roll 99 104 194 20260300 20260600 0 0.006 4
EUA No_Roll 103 373 296 20261200 20271200 0 0.067 514
MSCIEMASIA No_Roll 190 195 559 20260600 20270600 0 NaN 0
CORN No_Roll 313 373 282 20261200 20271200 0 0.006 40
WHEAT No_Roll 313 373 282 20261200 20271200 0 0.000 0
roll_expiry is days until preferred roll set by roll parameters, price_expiry is days until price contract expires, carry_expiry is days until carry contract expires
Contract suffix: p=price, f=forward, c=carry
Contract volumes over recent days, normalised so largest volume is 1.0
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END OF REPORT
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